+20.4%
BTDR vs CBOE
+136.7%
-116.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +6.0% | +2.9% |
| 7D | -3.4% | -5.8% | +2.4% | -5.6% |
| 30D | +32.6% | -3.1% | +35.7% | +31.0% |
| 3M | -32.2% | -4.8% | -27.5% | -32.7% |
| 6M | +52.4% | -0.6% | +52.9% | +54.6% |
| YTD | +6.7% | +12.8% | -6.1% | +13.5% |
| 1Y | -15.2% | +19.8% | -35.0% | -7.4% |
| 3Y | +14.9% | +86.9% | -72.1% | +44.0% |
| All | +20.4% | +136.7% | -116.2% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling